Actually, if you get it used then the PSP Go is actually $10 cheaper at Gamestop. The Slim (2000) is $100, the PSP Go is $100, and the 3000 is $110. Also, if you get the PSP Go, the 1 year replacement plan is only $10 extra (worth it in case of a brick, IMHO). Also, all PSP Go systems can be downgraded to 6.20 (with the Permanent patch) while some 3000s can only go down to 6.35 (which means no permanent CFW). So here is a better list.
PSPgo:
+ Small, light
+ 16GB of space (Saves money on memory cards if you have 6.20 Pro)
+ Sexy design
+ DualShock 3 optional input
+ All PSP Go systems can be downgraded to 6.20
+ Can use 6.20 Pro Permanent patch so you don't have to run the CFW/HEN loader each time
+ Permanent patch provides some (semi-)brick protection (about the same as the old 2.71 SE CFW before the Pandora/MMS service mode trick came out)
+ Slightly cheaper if you buy it used
+ Comes with a USB charging cable (AC adapter is actually an AC to USB adapter)
+ Can charge via USB even when the system is off.
- Need to purchase titles you already own from PSN (Unless you pirate or rip your UMDs with another PSP first)
- Analog stick in an awkward position
- More uncomfortable to hold (If you have big hands)
- Uses it's own video cable (doesn't matter if you don't have PSP 2000/3000 video cables)
- Uses M2 Micro memory cards which are more expensive (8GB for $40)
- Can't replace the battery without taking it apart (slightly easier to replace than a DS3/Sixaxis battery though)
PSP3000
+ Larger Screen (Some people think it is better)
+ Accepts UMD
+ More comfortable to hold
+ Uses the same accessories as the PSP 2000 systems (video cables, etc)
+ Can replace the battery yourself.
- Slightly more expensive (if purchased used)
- No internal memory so you will need to buy a memory card (8-16GB are kind of expensive).
- Scanlines (Bugs many people, but not me)
- Some models can only be downgraded to 6.35
- Models that can't be downgraded to 6.20 can't use the permanent patch (so no semi-brick protection) as the permanent patch only works with 6.20 CFW and not 6.35 CFW.